+33.5%
LBRT vs ALLY
+87.4%
-53.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.3% |
| 7D | +8.7% | +3.7% | +5.1% | +6.2% |
| 30D | +6.6% | -2.3% | +8.9% | +8.1% |
| 3M | -34.5% | +3.8% | -38.3% | -36.2% |
| 6M | -24.5% | +9.7% | -34.2% | -30.5% |
| YTD | +12.7% | -1.4% | +14.1% | +10.6% |
| 1Y | +94.8% | +8.2% | +86.6% | +79.1% |
| 3Y | +31.9% | +66.5% | -34.6% | -11.7% |
| 5Y | +111.8% | +1.2% | +110.6% | +85.4% |
| All | +33.5% | +87.4% | -53.9% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling